Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -754386.8229 | 44462.2537 | -798849.0767 | 3969924.9407 | -4165162.7939 | 8135087.7347 |
Total P&L (%) | -754.3868 | 44.4623 | -798.8491 | 3969.9249 | -4165.1628 | 8135.0877 |
Avg Daily Profit (%) | -0.312 | 0.0184 | -0.3304 | 0.1534 | 0 | 0.1826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1037521 | -89927 | -1036987 | -3031931 | -5284727 | -1383767 |
Profit Factor | 0.4719 | 1.1533 | 0.2982 | 1.3209 | 0.5539 | 3.6809 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 74 | 35 | 39 | 70 | 32 | 38 |
Losing Trades | 16 | 10 | 6 | 20 | 13 | 7 |
Profitability (%) | 82.2222 | 77.7778 | 86.6667 | 77.7778 | 71.1111 | 84.4444 |
Ratio Avg Win / Avg Loss | 0.102 | 0.3295 | 0.0459 | 0.3774 | 0.225 | 0.6781 |
Largest Winning Trade | 41266 | 41266 | 28810 | 4945701 | 644558 | 4945701 |
Largest Losing Trade | -869554 | -60620 | -869554 | -2147828 | -2147828 | -1383767 |
Avg Bars in Trades | 77 | 91 | 62 | 77 | 91 | 62 |
Avg Bars in Winners | 37 | 37 | 37 | 43 | 34 | 51 |
Avg Bars in Losers | 260 | 282 | 224 | 194 | 233 | 120 |
Bars Traded | 6948 | 4138 | 2810 | 6948 | 4138 | 2810 |
Profit Streak | 154.5581 | 154.5581 | 262.5581 | 154.5581 | 154.5581 | 262.5581 |
Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574471 | -218589 | -574666 | 431530 | -576503 | 642045 |
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7253, "evaluation_days": 2417.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556496000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759440215536, "expiration_time": 1765687392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 207, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -754386.8229405532, 44462.2537128106, -798849.0766533639, 3969924.94073004, -4165162.793933738, 8135087.734663775 ], [ -754.386823, 44.462254, -798.849077, 3969.924941, -4165.162794, 8135.087735 ], [ -0.312031, 0.018391, -0.330421, 0.153414, 0, 0.182614 ], [ 10, 10, 10, 10, 10, 10 ], [ -1037521, -89927, -1036987, -3031931, -5284727, -1383767 ], [ 0.471872, 1.153251, 0.298201, 1.320891, 0.553916, 3.680943 ], [ 90, 45, 45, 90, 45, 45 ], [ 74, 35, 39, 70, 32, 38 ], [ 16, 10, 6, 20, 13, 7 ], [ 82.222222, 77.777778, 86.666667, 77.777778, 71.111111, 84.444444 ], [ 0.102026, 0.3295, 0.045877, 0.377397, 0.225028, 0.678068 ], [ 41266, 41266, 28810, 4945701, 644558, 4945701 ], [ -869554, -60620, -869554, -2147828, -2147828, -1383767 ], [ 77, 91, 62, 77, 91, 62 ], [ 37, 37, 37, 43, 34, 51 ], [ 260, 282, 224, 194, 233, 120 ], [ 6948, 4138, 2810, 6948, 4138, 2810 ], [ 154.55805, 154.55805, 262.55805, 154.55805, 154.55805, 262.55805 ], [ 15, 7, 10, 15, 7, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574471, -218589, -574666, 431530, -576503, 642045 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7253, "evaluation_days": 2417.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556496000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759440215536, "expiration_time": 1765687392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 207, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|